On the importance of the traders' rules for pricing options : evidence from intraday data
Year of publication: |
2014
|
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Authors: | Kim, Sol ; Lee, Changjun |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 43.2014, 6, p. 873-894
|
Subject: | Option pricing | Volatility smiles | Black and Scholes | Traders' rules | Stochastic volatility | Jumps | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
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